+5,062.7%
NI vs IFF
+830.6%
+4,232.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.6% | -2.8% | +2.2% | +0.2% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | -10.6% | +13.8% | -24.4% | -14.1% |
| 6M | -9.9% | +16.7% | -26.6% | -14.8% |
| YTD | +1.2% | +26.1% | -25.0% | -6.6% |
| 1Y | +4.4% | +33.5% | -29.1% | -5.3% |
| 3Y | +68.6% | +31.6% | +37.0% | +50.5% |
| 5Y | +98.0% | -34.9% | +132.9% | +108.6% |
| 10Y | +143.6% | -20.3% | +163.9% | +132.4% |
| All | +5,062.7% | +830.6% | +4,232.1% | +2,462.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling